Questions tagged [partial-moments]
9 questions
49
votes
3 answers
How does saddlepoint approximation work?
How does saddlepoint approximation work? What sort of problem is it good for?
(Feel free to use a particular example or examples by way of illustration)
Are there any drawbacks, difficulties, things to watch out for, or traps for the unwary?
Glen_b
- 257,508
- 32
- 553
- 939
43
votes
4 answers
What is the difference between finite and infinite variance
What is the difference between finite and infinite variance ? My stats knowledge is rather basic; Wikipedia / Google wasn't much help here.
AfterWorkGuinness
- 583
- 1
- 5
- 10
21
votes
3 answers
Moments of a distribution - any use for partial or higher moments?
It is usual to use second, third and fourth moments of a distribution to describe certain properties. Do partial moments or moments higher than the fourth describe any useful properties of a distribution?
Eduardas
- 2,239
- 4
- 23
- 22
16
votes
1 answer
When would we use tantiles and the medial, rather than quantiles and the median?
I can't find definitions for either tantile or medial on Wikipedia or Wolfram Mathworld, but the following explanation is given in Bílková, D. and Mala, I. (2012), "Application of the L-moment method when modelling the income distribution in the…
Silverfish
- 20,678
- 23
- 92
- 180
7
votes
2 answers
Integral of a CDF
I'm solving a problem where I've this 'expectation':
$$ \int_{0}^y x\cdot f(x) dx $$
where $f(x)$ is a PDF with support on $[0, z]$, with $z>y$. Is there a way to rewrite it without the integral and as a function of the CDF? I've tried integration…
GabMac
- 257
- 1
- 2
- 7
4
votes
2 answers
What should the integral of a CDF be called?
This is strictly a nomenclature question. I have no particular problem finding double integrals of the type $\int\int\text{pdf}(y) \, d y \,d x$, and I find them quite useful. Whereas we have a good name for $\int\text{pdf}(x) \,…
Carl
- 11,532
- 7
- 45
- 102
3
votes
0 answers
Measures of central tendency for right-skewed size distributions
Suppose we are looking at a right-skewed size distribution such as the distributions of income, casualty losses, or flood sizes, and we want to look at some alternative measures to jointly represent the central tendency of that distribution. The…
andrewH
- 2,587
- 14
- 27
2
votes
2 answers
Is there a phrase for to describe $xf(x)$ where $f(\cdot)$ is the probability mass function?
We know that $\mathbb{E}[X] = \sum_x xf_{X}(x)$ where $f_X(\cdot)$ is the probability mass function.
Is there any phrase that we use to describe $\sum_{x\le a} xf_X(x)$, or is there any phrase that we can use to denote $xf_X(x)$?
prash
- 121
- 3
1
vote
0 answers
Partial quantile moments?
The integral from 0 to x* of x to the n times pdf(x) is usually called the nth partial moment function. Does the corresponding integral from 0 to y* of y to the n of the quantile density function, qdf(y), have a name by which it is most commonly…
andrewH
- 2,587
- 14
- 27